Questions & Answers
Frequently Asked Questions
Everything you need to know about Keydrix: multi-agent architecture, data ingestion across six categories, supported markets, and pre-launch access.
General Overview
Keydrix is built for active equity investors, independent analysts, family offices, and research teams who need comprehensive, multi-angle research briefs without spending hours compiling fragmented financial statements, news items, and valuation tables.
No. Keydrix is strictly a market research and intelligence technology platform. Keydrix is not a registered investment advisor, broker-dealer, or financial intermediary. Keydrix does not manage funds, execute trades, or provide personalized financial recommendations.
Research Architecture & Data Sources
Keydrix coordinates specialized AI agents organized across coordinated research teams: an Analyst Team (covering fundamentals, technicals, news, and sentiment), a Research Team (evaluating bull and bear perspectives), a Trading Strategy role, a Risk Management Team auditing conservative, neutral, and aggressive lenses, and a Portfolio Manager role as the sole synthesis and decision node. Each agent operates with domain isolation to prevent ungrounded consensus.
Keydrix is built upon an open-source multi-agent research foundation, substantially extended and customized with Keydrix-specific data pipelines, exchange integrations, market normalization, research workflows, risk review, and multi-perspective synthesis.
Keydrix ingests from 10+ data sources organized across six major research-data categories:
- Price & Market Data: Real-time OHLCV, market microstructure, and volume profiles.
- Financial Statements: SEC filings, balance sheets, income statements, and cash flows.
- News & Media: Verified global financial news feeds and regulatory wire releases.
- Sentiment & Social: Market sentiment indices and community discourse dispersion.
- Macroeconomic Data: Central bank interest rates, inflation figures, and economic indicators.
- Regulatory Disclosures: Periodic reports, insider filings, and ownership changes.
Before reaching any synthesis, independent agents formulate explicit opposing theses: one analyzing upside drivers and catalysts, and another uncovering downside risks, valuation friction, and vulnerabilities. The Portfolio Manager reviews the debate alongside the 3-lens Risk Review to reach a balanced perspective.
Keydrix stress-tests all findings against Conservative (capital preservation, balance sheet resilience), Neutral (benchmark risk parity), and Aggressive (upside beta, catalyst momentum) risk profiles to ensure transparency across varying investor tolerances.
Markets & Coverage
Keydrix is designed for research across major global markets and exchanges, with coverage expanding over time. Current active coverage focuses on major US equities (NYSE, NASDAQ) and Indian equities (NSE, BSE). Expanding coverage pipelines include the United Kingdom (LSE), Hong Kong (HKEX), Japan (TSE), Canada (TSX), Australia (ASX), and major digital asset venues.
No. Research depth reflects underlying regulatory filing structures and market disclosure availability. US and Indian equities feature deep financial statement parsing, while expanding markets are rolled out in phases as exchange-specific feeds and regulatory registries are integrated.
Demonstrations & Regulatory Disclaimers
The 'Keydrix View' is a structured research synthesis produced by the Portfolio Manager role. It summarizes the convergence of technical, fundamental, sentiment, and risk evaluations into a clear conceptual stance (e.g., Hold / Neutral, Favorable, or Cautious). It is an analytical summary for research exploration, not an investment recommendation.
Absolutely not. Keydrix makes no claims of future price prediction, guaranteed profits, or algorithmic trading success. Financial markets are unpredictable and involve substantial risk of financial loss. All platform demonstrations are for informational research purposes only.
Early Access & Onboarding
You can join the pre-launch waitlist by submitting your exchange preference and email via our Early Access Form on the homepage. Invitations are distributed in cohort waves based on market venue priority.
We are exploring structured programmatic endpoints for institutional research teams in subsequent phases. Reach out via our Contact Page to inquire about partnership discussions.
Still have questions?
Our team is happy to discuss our research architecture, market coverage, and early access timelines.
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